Globally Convergent Variable Metric Method for Convex Nonsmooth Unconstrained Minimization1 |
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| Authors: | L. Lukšan J. Vlček |
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| Affiliation: | (1) Institute of Computer Science, Academy of Sciences of the Czech Republic, Prague, Czech Republic |
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| Abstract: | A special variable metric method is given for finding minima of convex functions that are not necessarily differentiable. Time-consuming quadratic programming subproblems do not need to be solved. Global convergence of the method is established. Some encouraging numerical experience is reported. |
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| Keywords: | Nonsmooth minimization convex minimization numerical methods variable metric methods global convergence |
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